+11,186.3%
JPM vs VLO
+35,889.1%
-24,702.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.3% | +5.2% | -4.9% | -1.3% |
| 30D | -0.2% | +22.6% | -22.8% | -6.5% |
| 3M | +15.9% | +43.8% | -27.9% | +2.8% |
| 6M | +20.9% | +65.7% | -44.8% | +1.4% |
| YTD | +12.9% | +131.1% | -118.2% | -15.2% |
| 1Y | +20.3% | +143.6% | -123.3% | -11.7% |
| 3Y | +160.9% | +201.4% | -40.4% | +74.3% |
| 5Y | +154.8% | +568.9% | -414.1% | +25.2% |
| 10Y | +591.1% | +891.8% | -300.7% | +178.6% |
| All | +11,186.3% | +35,889.1% | -24,702.8% | +1,664.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling